+3,991.2%
NEE vs EWJ
+155.8%
+3,835.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.1% | +2.9% | -1.8% | +0.2% |
| 30D | -0.2% | +1.1% | -1.3% | -0.6% |
| 3M | +0.5% | +7.1% | -6.6% | -1.9% |
| 6M | -6.5% | +16.2% | -22.7% | -11.3% |
| YTD | +6.7% | +22.0% | -15.3% | -0.4% |
| 1Y | +23.6% | +26.2% | -2.6% | +14.1% |
| 3Y | +37.1% | +73.5% | -36.3% | +13.2% |
| 5Y | +10.9% | +52.7% | -41.8% | -5.2% |
| 10Y | +245.4% | +138.5% | +106.9% | +157.2% |
| All | +3,991.2% | +155.8% | +3,835.3% | +2,645.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling